Every respectable software that has no natural business of connecting to the Internet (e.g. a web browser) ask the user first before doing so, or it makes it clear in the EULA.
As far as I know, Paint.NET (a paint program) doesn't fall into the above category.
I know, it's 2011 and legitimate applications do connect to the Internet, but guess what? it's 2011 and lots of malware do connect to the Internet.
What's the difference between the two? One thing for sure, they ask us first.
--"Is it OK to send anonymous usage statistics?" Yes/No--
Even those free screensavers programs mention in the EULA that they do connect to the Internet and collect non PII.
I hope Paint.NET can do better than that.
Also, do you assume that everyone on the planet is on broadband just like you?
I wouldn't want Paint.NET to start a dialup connection when I am in my hotel room overseas just because you need a ping back to the server.
Yeah I know, I can set firewalls, sniffers, sandboxes, etc, etc.
But if I have to do that I wouldn't want that software in the first place. Would you?
Ask us first, you may be surprised to see how people are willing to cooperate to make Paint.NET even better.